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authorjason <jason@8a072113-8704-0410-8d35-dd094bca7971>2008-10-28 01:38:50 +0000
committerjason <jason@8a072113-8704-0410-8d35-dd094bca7971>2008-10-28 01:38:50 +0000
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+ SUBROUTINE SSTEDC( COMPZ, N, D, E, Z, LDZ, WORK, LWORK, IWORK,
+ $ LIWORK, INFO )
+*
+* -- LAPACK driver routine (version 3.1) --
+* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd..
+* November 2006
+*
+* .. Scalar Arguments ..
+ CHARACTER COMPZ
+ INTEGER INFO, LDZ, LIWORK, LWORK, N
+* ..
+* .. Array Arguments ..
+ INTEGER IWORK( * )
+ REAL D( * ), E( * ), WORK( * ), Z( LDZ, * )
+* ..
+*
+* Purpose
+* =======
+*
+* SSTEDC computes all eigenvalues and, optionally, eigenvectors of a
+* symmetric tridiagonal matrix using the divide and conquer method.
+* The eigenvectors of a full or band real symmetric matrix can also be
+* found if SSYTRD or SSPTRD or SSBTRD has been used to reduce this
+* matrix to tridiagonal form.
+*
+* This code makes very mild assumptions about floating point
+* arithmetic. It will work on machines with a guard digit in
+* add/subtract, or on those binary machines without guard digits
+* which subtract like the Cray X-MP, Cray Y-MP, Cray C-90, or Cray-2.
+* It could conceivably fail on hexadecimal or decimal machines
+* without guard digits, but we know of none. See SLAED3 for details.
+*
+* Arguments
+* =========
+*
+* COMPZ (input) CHARACTER*1
+* = 'N': Compute eigenvalues only.
+* = 'I': Compute eigenvectors of tridiagonal matrix also.
+* = 'V': Compute eigenvectors of original dense symmetric
+* matrix also. On entry, Z contains the orthogonal
+* matrix used to reduce the original matrix to
+* tridiagonal form.
+*
+* N (input) INTEGER
+* The dimension of the symmetric tridiagonal matrix. N >= 0.
+*
+* D (input/output) REAL array, dimension (N)
+* On entry, the diagonal elements of the tridiagonal matrix.
+* On exit, if INFO = 0, the eigenvalues in ascending order.
+*
+* E (input/output) REAL array, dimension (N-1)
+* On entry, the subdiagonal elements of the tridiagonal matrix.
+* On exit, E has been destroyed.
+*
+* Z (input/output) REAL array, dimension (LDZ,N)
+* On entry, if COMPZ = 'V', then Z contains the orthogonal
+* matrix used in the reduction to tridiagonal form.
+* On exit, if INFO = 0, then if COMPZ = 'V', Z contains the
+* orthonormal eigenvectors of the original symmetric matrix,
+* and if COMPZ = 'I', Z contains the orthonormal eigenvectors
+* of the symmetric tridiagonal matrix.
+* If COMPZ = 'N', then Z is not referenced.
+*
+* LDZ (input) INTEGER
+* The leading dimension of the array Z. LDZ >= 1.
+* If eigenvectors are desired, then LDZ >= max(1,N).
+*
+* WORK (workspace/output) REAL array, dimension (MAX(1,LWORK))
+* On exit, if INFO = 0, WORK(1) returns the optimal LWORK.
+*
+* LWORK (input) INTEGER
+* The dimension of the array WORK.
+* If COMPZ = 'N' or N <= 1 then LWORK must be at least 1.
+* If COMPZ = 'V' and N > 1 then LWORK must be at least
+* ( 1 + 3*N + 2*N*lg N + 3*N**2 ),
+* where lg( N ) = smallest integer k such
+* that 2**k >= N.
+* If COMPZ = 'I' and N > 1 then LWORK must be at least
+* ( 1 + 4*N + N**2 ).
+* Note that for COMPZ = 'I' or 'V', then if N is less than or
+* equal to the minimum divide size, usually 25, then LWORK need
+* only be max(1,2*(N-1)).
+*
+* If LWORK = -1, then a workspace query is assumed; the routine
+* only calculates the optimal size of the WORK array, returns
+* this value as the first entry of the WORK array, and no error
+* message related to LWORK is issued by XERBLA.
+*
+* IWORK (workspace/output) INTEGER array, dimension (MAX(1,LIWORK))
+* On exit, if INFO = 0, IWORK(1) returns the optimal LIWORK.
+*
+* LIWORK (input) INTEGER
+* The dimension of the array IWORK.
+* If COMPZ = 'N' or N <= 1 then LIWORK must be at least 1.
+* If COMPZ = 'V' and N > 1 then LIWORK must be at least
+* ( 6 + 6*N + 5*N*lg N ).
+* If COMPZ = 'I' and N > 1 then LIWORK must be at least
+* ( 3 + 5*N ).
+* Note that for COMPZ = 'I' or 'V', then if N is less than or
+* equal to the minimum divide size, usually 25, then LIWORK
+* need only be 1.
+*
+* If LIWORK = -1, then a workspace query is assumed; the
+* routine only calculates the optimal size of the IWORK array,
+* returns this value as the first entry of the IWORK array, and
+* no error message related to LIWORK is issued by XERBLA.
+*
+* INFO (output) INTEGER
+* = 0: successful exit.
+* < 0: if INFO = -i, the i-th argument had an illegal value.
+* > 0: The algorithm failed to compute an eigenvalue while
+* working on the submatrix lying in rows and columns
+* INFO/(N+1) through mod(INFO,N+1).
+*
+* Further Details
+* ===============
+*
+* Based on contributions by
+* Jeff Rutter, Computer Science Division, University of California
+* at Berkeley, USA
+* Modified by Francoise Tisseur, University of Tennessee.
+*
+* =====================================================================
+*
+* .. Parameters ..
+ REAL ZERO, ONE, TWO
+ PARAMETER ( ZERO = 0.0E0, ONE = 1.0E0, TWO = 2.0E0 )
+* ..
+* .. Local Scalars ..
+ LOGICAL LQUERY
+ INTEGER FINISH, I, ICOMPZ, II, J, K, LGN, LIWMIN,
+ $ LWMIN, M, SMLSIZ, START, STOREZ, STRTRW
+ REAL EPS, ORGNRM, P, TINY
+* ..
+* .. External Functions ..
+ LOGICAL LSAME
+ INTEGER ILAENV
+ REAL SLAMCH, SLANST
+ EXTERNAL ILAENV, LSAME, SLAMCH, SLANST
+* ..
+* .. External Subroutines ..
+ EXTERNAL SGEMM, SLACPY, SLAED0, SLASCL, SLASET, SLASRT,
+ $ SSTEQR, SSTERF, SSWAP, XERBLA
+* ..
+* .. Intrinsic Functions ..
+ INTRINSIC ABS, INT, LOG, MAX, MOD, REAL, SQRT
+* ..
+* .. Executable Statements ..
+*
+* Test the input parameters.
+*
+ INFO = 0
+ LQUERY = ( LWORK.EQ.-1 .OR. LIWORK.EQ.-1 )
+*
+ IF( LSAME( COMPZ, 'N' ) ) THEN
+ ICOMPZ = 0
+ ELSE IF( LSAME( COMPZ, 'V' ) ) THEN
+ ICOMPZ = 1
+ ELSE IF( LSAME( COMPZ, 'I' ) ) THEN
+ ICOMPZ = 2
+ ELSE
+ ICOMPZ = -1
+ END IF
+ IF( ICOMPZ.LT.0 ) THEN
+ INFO = -1
+ ELSE IF( N.LT.0 ) THEN
+ INFO = -2
+ ELSE IF( ( LDZ.LT.1 ) .OR.
+ $ ( ICOMPZ.GT.0 .AND. LDZ.LT.MAX( 1, N ) ) ) THEN
+ INFO = -6
+ END IF
+*
+ IF( INFO.EQ.0 ) THEN
+*
+* Compute the workspace requirements
+*
+ SMLSIZ = ILAENV( 9, 'SSTEDC', ' ', 0, 0, 0, 0 )
+ IF( N.LE.1 .OR. ICOMPZ.EQ.0 ) THEN
+ LIWMIN = 1
+ LWMIN = 1
+ ELSE IF( N.LE.SMLSIZ ) THEN
+ LIWMIN = 1
+ LWMIN = 2*( N - 1 )
+ ELSE
+ LGN = INT( LOG( REAL( N ) )/LOG( TWO ) )
+ IF( 2**LGN.LT.N )
+ $ LGN = LGN + 1
+ IF( 2**LGN.LT.N )
+ $ LGN = LGN + 1
+ IF( ICOMPZ.EQ.1 ) THEN
+ LWMIN = 1 + 3*N + 2*N*LGN + 3*N**2
+ LIWMIN = 6 + 6*N + 5*N*LGN
+ ELSE IF( ICOMPZ.EQ.2 ) THEN
+ LWMIN = 1 + 4*N + N**2
+ LIWMIN = 3 + 5*N
+ END IF
+ END IF
+ WORK( 1 ) = LWMIN
+ IWORK( 1 ) = LIWMIN
+*
+ IF( LWORK.LT.LWMIN .AND. .NOT. LQUERY ) THEN
+ INFO = -8
+ ELSE IF( LIWORK.LT.LIWMIN .AND. .NOT. LQUERY ) THEN
+ INFO = -10
+ END IF
+ END IF
+*
+ IF( INFO.NE.0 ) THEN
+ CALL XERBLA( 'SSTEDC', -INFO )
+ RETURN
+ ELSE IF (LQUERY) THEN
+ RETURN
+ END IF
+*
+* Quick return if possible
+*
+ IF( N.EQ.0 )
+ $ RETURN
+ IF( N.EQ.1 ) THEN
+ IF( ICOMPZ.NE.0 )
+ $ Z( 1, 1 ) = ONE
+ RETURN
+ END IF
+*
+* If the following conditional clause is removed, then the routine
+* will use the Divide and Conquer routine to compute only the
+* eigenvalues, which requires (3N + 3N**2) real workspace and
+* (2 + 5N + 2N lg(N)) integer workspace.
+* Since on many architectures SSTERF is much faster than any other
+* algorithm for finding eigenvalues only, it is used here
+* as the default. If the conditional clause is removed, then
+* information on the size of workspace needs to be changed.
+*
+* If COMPZ = 'N', use SSTERF to compute the eigenvalues.
+*
+ IF( ICOMPZ.EQ.0 ) THEN
+ CALL SSTERF( N, D, E, INFO )
+ GO TO 50
+ END IF
+*
+* If N is smaller than the minimum divide size (SMLSIZ+1), then
+* solve the problem with another solver.
+*
+ IF( N.LE.SMLSIZ ) THEN
+*
+ CALL SSTEQR( COMPZ, N, D, E, Z, LDZ, WORK, INFO )
+*
+ ELSE
+*
+* If COMPZ = 'V', the Z matrix must be stored elsewhere for later
+* use.
+*
+ IF( ICOMPZ.EQ.1 ) THEN
+ STOREZ = 1 + N*N
+ ELSE
+ STOREZ = 1
+ END IF
+*
+ IF( ICOMPZ.EQ.2 ) THEN
+ CALL SLASET( 'Full', N, N, ZERO, ONE, Z, LDZ )
+ END IF
+*
+* Scale.
+*
+ ORGNRM = SLANST( 'M', N, D, E )
+ IF( ORGNRM.EQ.ZERO )
+ $ GO TO 50
+*
+ EPS = SLAMCH( 'Epsilon' )
+*
+ START = 1
+*
+* while ( START <= N )
+*
+ 10 CONTINUE
+ IF( START.LE.N ) THEN
+*
+* Let FINISH be the position of the next subdiagonal entry
+* such that E( FINISH ) <= TINY or FINISH = N if no such
+* subdiagonal exists. The matrix identified by the elements
+* between START and FINISH constitutes an independent
+* sub-problem.
+*
+ FINISH = START
+ 20 CONTINUE
+ IF( FINISH.LT.N ) THEN
+ TINY = EPS*SQRT( ABS( D( FINISH ) ) )*
+ $ SQRT( ABS( D( FINISH+1 ) ) )
+ IF( ABS( E( FINISH ) ).GT.TINY ) THEN
+ FINISH = FINISH + 1
+ GO TO 20
+ END IF
+ END IF
+*
+* (Sub) Problem determined. Compute its size and solve it.
+*
+ M = FINISH - START + 1
+ IF( M.EQ.1 ) THEN
+ START = FINISH + 1
+ GO TO 10
+ END IF
+ IF( M.GT.SMLSIZ ) THEN
+*
+* Scale.
+*
+ ORGNRM = SLANST( 'M', M, D( START ), E( START ) )
+ CALL SLASCL( 'G', 0, 0, ORGNRM, ONE, M, 1, D( START ), M,
+ $ INFO )
+ CALL SLASCL( 'G', 0, 0, ORGNRM, ONE, M-1, 1, E( START ),
+ $ M-1, INFO )
+*
+ IF( ICOMPZ.EQ.1 ) THEN
+ STRTRW = 1
+ ELSE
+ STRTRW = START
+ END IF
+ CALL SLAED0( ICOMPZ, N, M, D( START ), E( START ),
+ $ Z( STRTRW, START ), LDZ, WORK( 1 ), N,
+ $ WORK( STOREZ ), IWORK, INFO )
+ IF( INFO.NE.0 ) THEN
+ INFO = ( INFO / ( M+1 )+START-1 )*( N+1 ) +
+ $ MOD( INFO, ( M+1 ) ) + START - 1
+ GO TO 50
+ END IF
+*
+* Scale back.
+*
+ CALL SLASCL( 'G', 0, 0, ONE, ORGNRM, M, 1, D( START ), M,
+ $ INFO )
+*
+ ELSE
+ IF( ICOMPZ.EQ.1 ) THEN
+*
+* Since QR won't update a Z matrix which is larger than
+* the length of D, we must solve the sub-problem in a
+* workspace and then multiply back into Z.
+*
+ CALL SSTEQR( 'I', M, D( START ), E( START ), WORK, M,
+ $ WORK( M*M+1 ), INFO )
+ CALL SLACPY( 'A', N, M, Z( 1, START ), LDZ,
+ $ WORK( STOREZ ), N )
+ CALL SGEMM( 'N', 'N', N, M, M, ONE,
+ $ WORK( STOREZ ), N, WORK, M, ZERO,
+ $ Z( 1, START ), LDZ )
+ ELSE IF( ICOMPZ.EQ.2 ) THEN
+ CALL SSTEQR( 'I', M, D( START ), E( START ),
+ $ Z( START, START ), LDZ, WORK, INFO )
+ ELSE
+ CALL SSTERF( M, D( START ), E( START ), INFO )
+ END IF
+ IF( INFO.NE.0 ) THEN
+ INFO = START*( N+1 ) + FINISH
+ GO TO 50
+ END IF
+ END IF
+*
+ START = FINISH + 1
+ GO TO 10
+ END IF
+*
+* endwhile
+*
+* If the problem split any number of times, then the eigenvalues
+* will not be properly ordered. Here we permute the eigenvalues
+* (and the associated eigenvectors) into ascending order.
+*
+ IF( M.NE.N ) THEN
+ IF( ICOMPZ.EQ.0 ) THEN
+*
+* Use Quick Sort
+*
+ CALL SLASRT( 'I', N, D, INFO )
+*
+ ELSE
+*
+* Use Selection Sort to minimize swaps of eigenvectors
+*
+ DO 40 II = 2, N
+ I = II - 1
+ K = I
+ P = D( I )
+ DO 30 J = II, N
+ IF( D( J ).LT.P ) THEN
+ K = J
+ P = D( J )
+ END IF
+ 30 CONTINUE
+ IF( K.NE.I ) THEN
+ D( K ) = D( I )
+ D( I ) = P
+ CALL SSWAP( N, Z( 1, I ), 1, Z( 1, K ), 1 )
+ END IF
+ 40 CONTINUE
+ END IF
+ END IF
+ END IF
+*
+ 50 CONTINUE
+ WORK( 1 ) = LWMIN
+ IWORK( 1 ) = LIWMIN
+*
+ RETURN
+*
+* End of SSTEDC
+*
+ END